Cheang, Gerald H. L.; Chiarella, Carl - 2008
and Economics, University of Technology, Sydney, PO Box
123, Broadway, NSW 2007, Australia.
1
1 Introduction
The problem … stock returns are discontinuous, J. of
Financial Economics, 3(1), 1976, 125{144.
16. Y. Miyahara, Geometric L¶evy Process …